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CAtlException Class 

This class defines an ATL exception.

class CAtlException

A CAtlException object represents an exception condition related to an ATL operation. The CAtlException class includes a public data member that stores the status code indicating the reason for the exception and a cast operator that allows you to treat the exception as if it were an HRESULT.

In general, you will call AtlThrow rather than creating a CAtlException object directly.

Header: atlexcept.h